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Nested and non-nested procedures for testing linear and log-linear regression models
Bera, Anil K.; McAleer, Michael - 1988
Persistent link: https://www.econbiz.de/10000753411
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Nested and non-nested procedures for testing linear and log-linear regression models
Bera, Anil K.; McAleer, Michael - 1988
Persistent link: https://www.econbiz.de/10000124649
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The computation of maximum likelihood estimates for linear simultaneous systems with moving average disturbances
Byron, R. P. - 1973
Persistent link: https://www.econbiz.de/10001973569
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On approximations and nonlinear estimation
Byron, R. P. - 1979
Persistent link: https://www.econbiz.de/10001973637
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Linearised estimation of nonlinear simultaneous equation system
Bera, A. K. - 1981
Persistent link: https://www.econbiz.de/10001895905
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The use of linear approximation to nonlinear regression analysis
Bera, Anil K. - 1981
Persistent link: https://www.econbiz.de/10001896061
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Model specification tests against non-nested alternatives : comment
McAleer, Michael; Bera, Anil - 1982
Persistent link: https://www.econbiz.de/10002256959
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An efficient large-sample test for normality and homoscedasticity of regression residuals
Jarque, C. M.; Bera, A. K. - 1981
Persistent link: https://www.econbiz.de/10003075224
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An efficient large-sample test for normality of observations and regression residuals
Bera, Anil K.; Jarque, Carlos M. - 1981
Persistent link: https://www.econbiz.de/10001895758
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Efficient specificationtests for limited dependent variable models
Bera, Anil K.; Jarque, Carlos M. - 1981
Persistent link: https://www.econbiz.de/10001895772